\name{leverage_exposure_constraint}
\alias{leverage_exposure_constraint}
\title{constructor for leverage_exposure_constraint}
\usage{
  leverage_exposure_constraint(type = "leverage_exposure",
    leverage = NULL, enabled = TRUE, message = FALSE, ...)
}
\arguments{
  \item{type}{character type of the constraint}

  \item{leverage}{maximum leverage value}

  \item{enabled}{TRUE/FALSE}

  \item{message}{TRUE/FALSE. The default is message=FALSE.
  Display messages if TRUE.}

  \item{\dots}{any other passthru parameters to specify
  diversification constraint an object of class
  'diversification_constraint'}
}
\description{
  The leverage_exposure constraint specifies a maximum
  leverage. This should be used for constructing, for
  example, 130/30 portfolios or dollar neutral portfolios
  with 2:1 leverage. For the ROI solvers, this is
  implemented as a MILP problem and is not supported for
  problems formulated as a quadratic programming problem.
  This ma changed in the future if a MIQP solver is added.
}
\details{
  This function is called by add.constraint when
  type="leverage_exposure" is specified, see
  \code{\link{add.constraint}}.
}
\examples{
data(edhec)
ret <- edhec[, 1:4]

pspec <- portfolio.spec(assets=colnames(ret))

pspec <- add.constraint(portfolio=pspec, type="leverage_exposure", leverage=1.6)
}
\author{
  Ross Bennett
}
\seealso{
  \code{\link{add.constraint}}
}

